lightweight-charts-indicators

Live Demo

70+ technical analysis indicators for TradingView's lightweight-charts library. PineScript v6 compatible and validated against TradingView's built-in indicators.

Installation

npm install lightweight-charts-indicators oakscriptjs lightweight-charts

Quick Start

import { SMA, RSI, MACD, BollingerBands } from 'lightweight-charts-indicators';
import type { Bar } from 'oakscriptjs';

const bars: Bar[] = [
  { time: 1, open: 100, high: 105, low: 95, close: 102, volume: 1000 },
  // ... more bars
];

// Simple Moving Average
const smaResult = SMA.calculate(bars, { len: 14 });

// RSI
const rsiResult = RSI.calculate(bars, { length: 14 });

// MACD
const macdResult = MACD.calculate(bars, { fastLength: 12, slowLength: 26, signalLength: 9 });

// Bollinger Bands
const bbResult = BollingerBands.calculate(bars, { length: 20, mult: 2 });

Lightweight-Charts Integration Example

Here's a complete example showing how to integrate indicators with TradingView's lightweight-charts:

import { createChart, ColorType, LineSeries, CandlestickSeries } from 'lightweight-charts';
import { SMA, RSI, BollingerBands } from 'lightweight-charts-indicators';
import type { Bar } from 'oakscriptjs';

// Sample OHLCV data
const bars: Bar[] = [
  { time: 1609459200, open: 100, high: 105, low: 98, close: 103, volume: 1000 },
  { time: 1609545600, open: 103, high: 108, low: 101, close: 107, volume: 1200 },
  { time: 1609632000, open: 107, high: 110, low: 104, close: 105, volume: 900 },
  // ... more bars
];

// Create the main chart
const chartContainer = document.getElementById('chart')!;
const chart = createChart(chartContainer, {
  layout: {
    background: { type: ColorType.Solid, color: '#1e1e1e' },
    textColor: '#d1d4dc',
  },
  width: 800,
  height: 400,
});

// Add candlestick series
const candlestickSeries = chart.addSeries(CandlestickSeries);
candlestickSeries.setData(bars.map(bar => ({
  time: bar.time as number,
  open: bar.open,
  high: bar.high,
  low: bar.low,
  close: bar.close,
})));

// Calculate and add SMA overlay
const smaResult = SMA.calculate(bars, { len: 20, src: 'close' });
const smaSeries = chart.addSeries(LineSeries, { color: '#2962FF', lineWidth: 2 });
smaSeries.setData(smaResult.plots.plot0);

// Calculate and add Bollinger Bands
const bbResult = BollingerBands.calculate(bars, { length: 20, mult: 2 });
const bbUpperSeries = chart.addSeries(LineSeries, { color: '#787B86', lineWidth: 1 });
const bbMiddleSeries = chart.addSeries(LineSeries, { color: '#FF6D00', lineWidth: 1 });
const bbLowerSeries = chart.addSeries(LineSeries, { color: '#787B86', lineWidth: 1 });
bbUpperSeries.setData(bbResult.plots.plot0);  // Upper band
bbMiddleSeries.setData(bbResult.plots.plot1); // Basis (middle)
bbLowerSeries.setData(bbResult.plots.plot2);  // Lower band

// Create a separate pane for RSI (oscillator)
const rsiContainer = document.getElementById('rsi-chart')!;
const rsiChart = createChart(rsiContainer, {
  layout: {
    background: { type: ColorType.Solid, color: '#1e1e1e' },
    textColor: '#d1d4dc',
  },
  width: 800,
  height: 150,
});

const rsiResult = RSI.calculate(bars, { length: 14, src: 'close' });
const rsiSeries = rsiChart.addSeries(LineSeries, { color: '#7E57C2', lineWidth: 2 });
rsiSeries.setData(rsiResult.plots.plot0);

// Sync the time scales
chart.timeScale().subscribeVisibleLogicalRangeChange(range => {
  if (range) rsiChart.timeScale().setVisibleLogicalRange(range);
});

Available Indicators (70+)

Moving Averages

| Indicator | Export | Description | |-----------|--------|-------------| | Simple Moving Average | SMA | Arithmetic mean over a specified period | | Exponential Moving Average | EMA | Weighted average giving more weight to recent prices | | Weighted Moving Average | WMA | Linearly increasing weights | | Smoothed Moving Average (RMA) | RMA | Wilder smoothing (alpha = 1/length) | | Double EMA | DEMA | Reduces lag by applying EMA twice | | Triple EMA | TEMA | Further reduces lag with triple exponential smoothing | | Hull Moving Average | HMA | Reduces lag while maintaining smoothness | | Least Squares Moving Average | LSMA | Uses linear regression to fit a line | | Arnaud Legoux Moving Average | ALMA | Gaussian distribution to reduce lag | | Volume Weighted Moving Average | VWMA | Moving average weighted by volume | | Smoothed Moving Average | SMMA | Wilder smoothing moving average | | McGinley Dynamic | McGinleyDynamic | Adaptive moving average that adjusts to market speed | | MA Cross | MACross | Two moving averages for crossover signals | | Moving Average Ribbon | MARibbon | Multiple MAs showing trend direction and momentum |

Oscillators

| Indicator | Export | Description | |-----------|--------|-------------| | Relative Strength Index | RSI | Momentum oscillator (0-100) measuring price changes | | Stochastic | Stochastic | Compares closing price to price range | | Stochastic RSI | StochRSI | Stochastic applied to RSI values | | Commodity Channel Index | CCI | Measures variation from statistical mean | | Williams %R | WilliamsPercentRange | Momentum showing overbought/oversold levels | | Awesome Oscillator | AwesomeOscillator | Market momentum using SMA difference | | Chande Momentum Oscillator | ChandeMO | Momentum on a scale of -100 to +100 | | Detrended Price Oscillator | DPO | Removes trend to identify cycles | | Relative Vigor Index | RVI | Measures conviction of price action | | SMI Ergodic Indicator | SMIErgodic | TSI-based momentum with signal line | | SMI Ergodic Oscillator | SMIErgodicOscillator | SMI minus signal as histogram | | True Strength Index | TSI | Double-smoothed momentum oscillator | | Woodies CCI | WoodiesCCI | CCI with turbo for faster signals | | Bollinger Bands %B | BBPercentB | Price position relative to BB (0=lower, 1=upper) | | Fisher Transform | FisherTransform | Gaussian distribution for clearer turning points | | Ultimate Oscillator | UltimateOscillator | Multi-timeframe weighted momentum |

Momentum

| Indicator | Export | Description | |-----------|--------|-------------| | MACD | MACD | Relationship between two EMAs | | Momentum | Momentum | Rate of change of price | | Rate of Change | ROC | Percentage change over a period | | Balance of Power | BOP | Strength of buyers vs sellers | | Bull Bear Power | BullBearPower | Buying/selling pressure relative to EMA | | Elder Force Index | ElderForceIndex | Combines price and volume | | Price Oscillator (PPO) | PriceOscillator | MACD as percentage for comparison | | Coppock Curve | CoppockCurve | Long-term momentum using ROC and WMA | | TRIX | TRIX | Triple EMA rate of change, filters noise |

Trend

| Indicator | Export | Description | |-----------|--------|-------------| | Average Directional Index | ADX | Measures trend strength regardless of direction | | Directional Movement Index | DMI | +DI, -DI, and ADX for trend direction/strength | | Ichimoku Cloud | IchimokuCloud | Comprehensive trend system with support/resistance | | Parabolic SAR | ParabolicSAR | Trend-following with entry/exit points | | Supertrend | Supertrend | ATR-based dynamic support/resistance | | Aroon | Aroon | Trend strength by time since high/low | | BBTrend | BBTrend | Measures trend using Bollinger Bands | | Choppiness Index | Choppiness | Market choppiness vs trending | | Mass Index | MassIndex | Identifies reversals via high-low range | | Vortex Indicator | VortexIndicator | Identifies trend start and direction | | Williams Alligator | WilliamsAlligator | Three smoothed MAs for trend detection | | Zig Zag | ZigZag | Connects pivot highs and lows | | Trend Strength Index | TrendStrengthIndex | Trend strength based on directional movement | | Chande Kroll Stop | ChandeKrollStop | ATR-based trailing stop system |

Volatility

| Indicator | Export | Description | |-----------|--------|-------------| | Average True Range | ATR | Average range between high and low | | Average Day Range | ADR | Average daily price range | | Standard Deviation | StandardDeviation | Measures price volatility | | Historical Volatility | HistoricalVolatility | Annualized standard deviation of log returns | | Bollinger BandWidth | BBBandWidth | Width of Bollinger Bands as percentage |

Channels & Bands

| Indicator | Export | Description | |-----------|--------|-------------| | Bollinger Bands | BollingerBands | Volatility bands using standard deviation | | Keltner Channels | KeltnerChannels | Volatility envelope using EMA and ATR | | Donchian Channels | DonchianChannels | Highest high and lowest low over period | | Envelope | Envelope | Moving average with fixed percentage bands | | Median | Median | Median price with ATR bands |

Volume

| Indicator | Export | Description | |-----------|--------|-------------| | On Balance Volume | OBV | Cumulative volume based on price direction | | Money Flow Index | MFI | Volume-weighted RSI | | Price Volume Trend | PVT | Cumulative volume weighted by price changes | | Volume Oscillator | VolumeOscillator | Percentage difference between volume EMAs | | Chaikin Money Flow | ChaikinMF | Buying/selling pressure using price and volume | | Chaikin Oscillator | ChaikinOscillator | Momentum of Accumulation/Distribution line | | Ease of Movement | EaseOfMovement | Price change relative to volume | | Klinger Oscillator | KlingerOscillator | Volume-based long-term money flow |

Output Format

All indicators return an IndicatorResult object:

interface IndicatorResult {
  metadata: {
    title: string;
    shortTitle: string;
    overlay: boolean;  // true = display on price chart, false = separate pane
  };
  plots: {
    plot0: Array<{ time: number; value: number }>;
    plot1?: Array<{ time: number; value: number }>;
    // ... additional plots as needed
  };
}

Indicator Registry

For dynamic indicator selection (e.g., building a UI), use the indicatorRegistry:

import { indicatorRegistry } from 'lightweight-charts-indicators';

// List all indicators
indicatorRegistry.forEach(indicator => {
  console.log(`${indicator.name} (${indicator.category})`);
});

// Get indicator by ID
const sma = indicatorRegistry.find(i => i.id === 'sma');
const result = sma?.calculate(bars, sma.defaultInputs);

// Filter by category
const oscillators = indicatorRegistry.filter(i => i.category === 'Oscillators');

Building

npm run build

Testing

npm test

License

MIT